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Title: Optimizing execution cost using stochastic control
Authors: Bansal, Akshay
Keywords: Control theory
Optimal policy
Horizon problem
Issue Date: 2017
Publisher: Indian Statistical Institute, Kolkata
Citation: 29p.
Series/Report no.: Dissertation;17-355
Description: Dissertation under the supervision of Dr. Diganta Mukherjee, SOSU
Appears in Collections:Dissertations

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